+214.2%
ARM vs ROP
-1.5%
+215.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +19.8% | -2.7% | +22.5% | +20.3% |
| 30D | -21.8% | +29.7% | -51.5% | -26.3% |
| 3M | -26.5% | +21.2% | -47.7% | -29.7% |
| 6M | -3.9% | +48.3% | -52.2% | -18.3% |
| YTD | +82.8% | +8.4% | +74.4% | +89.4% |
| 1Y | +34.3% | +6.0% | +28.3% | +41.6% |
| 3Y | +282.2% | -5.6% | +287.8% | +349.5% |
| All | +214.2% | -1.5% | +215.6% | +256.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling